Title :
On a t-Test for the Scale Parameter Based on Sample Percentiles
Author :
Chan, Lai K. ; Cheng, Smiley W.H. ; Mead, E.R. ; Panjer, H.H.
Author_Institution :
Department of Mathematics, University of Western Ontario, London, Ont., Canada.
fDate :
6/1/1973 12:00:00 AM
Abstract :
A Student´s test of Ho:¿ = ¿o against ¿ ¿ ¿o of the scale parameter ¿ of the Normal, logistic, and Cauchys distributions, when the location parameter ¿ is known is based on a few sample percentiles selected from a large sample. Tables facilitating the computation of the test statistic are provided. The significance level and power of the test statistic for sample sizes ¿ 200 are simulated by the Monte Carlo method and compared with the significance level and power when it is assumed to have its asymptotic distribution.
Keywords :
Computational modeling; Earth; Logistics; Mathematics; Probability density function; Probes; Statistical analysis; Statistical distributions; Testing; Yarn;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1973.5216039